+1,156.2%
ABBV vs AA
+158.2%
+998.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | +0.4% | -0.7% | +1.1% | +0.4% |
| 30D | +4.2% | +5.0% | -0.8% | +3.6% |
| 3M | +14.8% | -35.8% | +50.7% | +19.1% |
| 6M | +10.3% | -18.4% | +28.7% | +11.5% |
| YTD | +14.9% | -5.5% | +20.4% | +14.2% |
| 1Y | +24.1% | +61.0% | -36.8% | +16.6% |
| 3Y | +91.9% | +66.2% | +25.7% | +74.8% |
| 5Y | +176.0% | +11.4% | +164.7% | +150.5% |
| 10Y | +502.9% | +116.9% | +386.1% | +344.3% |
| All | +1,156.2% | +158.2% | +998.0% | +782.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling